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ARDL Models

AA Abdelmageed Algamdi
SB Said Khalfa Mokhtar Brika
AM Adam Musa
KC Khalil Chergui
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The data of the study, using an econometric model, what has called the Autoregressive-Distributed Lag (ARDL) models, which introduced by Pesaran and Shin (39) and developed by Pesaran et al. (40) to examine the relationship between death cases and oil prices in Saudi Arabia, according to the following equation: See (41).

After assessing the model, several tests performed, the most important of which was the test of the significant of the parameters. Then every time we deleted the non-significant parameters. Finally, we came up with the optimal model that achieves the significance of all parameters and assumptions regarding residuals (42), according to the automatic selection method (Gets) General to specifics methodology (43). All this done automatically using OxMetrics.

Copyright and License information:  ©2021 Algamdi, Brika, Musa and Chergui.
This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.

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